Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps

DOI10.1007/S10114-022-0529-4zbMATH Open1500.91013OpenAlexW4293576112MaRDI QIDQ2084829FDOQ2084829

Authors: Tong Qing Li, Lijun Bo 

Publication date: 13 October 2022

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-022-0529-4

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zbMATH Keywords

fixed pointoptimal consumptionjump processesstochastic growthmean field interactionapproximating Nash equilibrium

Mathematics Subject Classification ID

Dynamic games (91A25) Economic growth models (91B62) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Mean field games (aspects of game theory) (91A16)

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Cited In (2)

• Title not available (Why is that?)
• Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria

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